DFUVX vs. FXAIX
Compare and contrast key facts about DFA U.S. Large Cap Value III Portfolio (DFUVX) and Fidelity 500 Index Fund (FXAIX).
DFUVX is managed by Dimensional Fund Advisors LP. It was launched on Feb 2, 1995. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFUVX or FXAIX.
Key characteristics
| DFUVX | FXAIX | |
|---|---|---|
| YTD Return | 19.62% | 26.66% |
| 1Y Return | 33.11% | 38.25% |
| 3Y Return (Ann) | 8.32% | 10.01% |
| 5Y Return (Ann) | 10.62% | 15.93% |
| 10Y Return (Ann) | 9.53% | 13.29% |
| Sharpe Ratio | 2.67 | 3.10 |
| Sortino Ratio | 3.82 | 4.13 |
| Omega Ratio | 1.48 | 1.58 |
| Calmar Ratio | 3.65 | 4.54 |
| Martin Ratio | 15.55 | 20.58 |
| Ulcer Index | 2.09% | 1.87% |
| Daily Std Dev | 12.14% | 12.38% |
| Max Drawdown | -65.60% | -33.79% |
| Current Drawdown | -0.62% | 0.00% |
Correlation
The correlation between DFUVX and FXAIX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DFUVX vs. FXAIX - Performance Comparison
In the year-to-date period, DFUVX achieves a 19.62% return, which is significantly lower than FXAIX's 26.66% return. Over the past 10 years, DFUVX has underperformed FXAIX with an annualized return of 9.53%, while FXAIX has yielded a comparatively higher 13.29% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFUVX vs. FXAIX - Expense Ratio Comparison
DFUVX has a 0.14% expense ratio, which is higher than FXAIX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
DFUVX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Value III Portfolio (DFUVX) and Fidelity 500 Index Fund (FXAIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
DFUVX vs. FXAIX - Dividend Comparison
DFUVX's dividend yield for the trailing twelve months is around 1.83%, more than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUVX DFA U.S. Large Cap Value III Portfolio | 1.83% | 2.09% | 2.18% | 1.64% | 2.09% | 2.06% | 2.42% | 2.00% | 2.07% | 2.36% | 1.89% | 1.57% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
DFUVX vs. FXAIX - Drawdown Comparison
The maximum DFUVX drawdown since its inception was -65.60%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for DFUVX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
DFUVX vs. FXAIX - Volatility Comparison
DFA U.S. Large Cap Value III Portfolio (DFUVX) has a higher volatility of 4.78% compared to Fidelity 500 Index Fund (FXAIX) at 3.92%. This indicates that DFUVX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.